+139.5%
XLP vs XLB
+163.6%
-24.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +7.3% | +5.2% | +2.2% | +5.0% |
| 3M | +8.1% | +0.3% | +7.8% | +7.9% |
| 6M | +10.5% | +1.2% | +9.3% | +9.6% |
| YTD | +21.2% | +16.6% | +4.5% | +12.4% |
| 1Y | +22.7% | +21.4% | +1.3% | +11.7% |
| 3Y | +44.8% | +43.2% | +1.6% | +20.7% |
| 5Y | +44.7% | +28.0% | +16.7% | +25.7% |
| All | +139.5% | +163.6% | -24.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling